(A tip on keeping track of replacements: Keep a slip of paper in your glove compartment for everything that you replace, and put the date and odometer reading of the replacement on it so you know when it was done. For example, if you changed your oil and oil filter on May 23 and your odometer read 237041, write something like "OIL AND OIL FILTER ON MAY 23, ODOMETER 237041". That way you'll know the exact date you did it and how far the car has been driven since then. Keep a separate slip of paper for each item so you can easily replace the papers too.)
To remove spark plugs, first pull the rubber boots off them. Then the plugs can be removed with a simple socket wrench. (Use either a 5/8" or a 13/16" socket; Virtually every spark plug you'll encounter will be one of those two sizes.) You also install the new plugs with the same socket wrench. Just remember that before you put the new ones in, you should gap them with a wire feeler gauge or a taper feeler gauge. (You should never use a flat feeler gauge on spark plug gaps, as the readings will be inaccurate.) Once they're in, put the rubber boots back on.
On older cars, the air filter was a fairly flat cylinder which simply fit under a metal cover at the top of the hood compartment. Replacing these air filters is simplicity itself: Remove the old one, put the new one in, and close things back up.
Most cars nowadays have slightly harder-to-access air filters which are in a can-shaped unit. These are usually harder to open, but the basic procedure is still the same: Just open it up, pull out the old filter and slip in the new one, then close it back up. (In either case, make sure you replace the filter with one of the same type, of course.)
On a car with a carburetor, replacing the fuel filter is simple. Take the old one off, put the new one on.
On cars which don't have carburetors (that is, cars which have fuel-injection), replacing the fuel filter is slightly more involved because it requires you to de-pressurize your fuel lines first. This is because they have fuel inside them under pressure even when the engine is off. Fortunately, relieving that pressure is fairly easy. To do so, you just need to disable the fuel pump. This is usually done by temporarily removing the fuse for it from the car's fuse box. Once you've done that, start the engine. Your engine won't run for very long (because it's not receiving fuel now), but doing this will make it de-pressurize the fuel line. Once your engine has died, turn off the ignition, replace the fuel filter, and then put back the fuse for the fuel pump. All done.
The PCV valve is also simple to replace. Just pull the old one off, put in the new one, and reconnect the hoses to it.
A common roadside emergency procedure, replacing a tire is easier than most people probably suspect. Note that changing a "tire" usually includes changing the wheel along with it. To begin, first you must jack up the corner of the car which has the wheel you want to replace. Most cars come with a jack stored somewhere in the trunk for exactly this purpose. Note that you should never use this jack for working under the car; It is intended for changing a tire only, and it's not safe for use when you're actually crawling under the car.
Once you've got the tire jacked up, all you really need to do to remove the wheel is take off the five lug nuts on it. This is done with the lug nut wrench, which most cars also have stored somewhere in the trunk space. Once you've got them off, the wheel simply slides off. Replace it with the new one, and place the lug nuts back on with the wrench, making sure to put them on tight. (Only use your arms to tighten them, though; Don't try to step on the wrench to tighten them or do anything like that.) Once this is done, put the wrench and jack away, along with the old tire. You're done.
There are actually several different ways in which the windshield wipers might attach to the wiper arms. Some of them screw on, and some of them slide on, using a variety of screw placements and holding brackets. In general, however, the systems are not too complicated and you should be able to figure them out by looking at the point where the wiper blade meets the arm. Also, any new wiper blades you buy should come with directions on how to attach them anyway.
Depending on your car, there are two different ways you might replace your headlights. On some cars, you have to replace the whole headlight assembly, the shell which makes up the headlight casing. On other cars, you can just take out the bulb from the assembly, and put a new bulb in. The first method is a bit simpler, although it takes longer; Whole-unit replacement headlights (technically called "sealed-beam headlights") are replaced by just unscrewing the old ones and screwing the new ones on. They usually have three screws. Mercifully, sealed-beam headlights are usually only found on older cars.
Before you change your bulb, the most important thing to remember is: DON'T TOUCH THE BULB WITH YOUR SKIN. If you do, it will leave a trace of skin oil on the bulb. Headlights become so hot when they're on that this will cause the oil to turn incredibly hot, making a hot-spot on the bulb which will dramatically decrease the time it takes to burn out.
You should also make sure the bulb actually needs replacing. You should know that your high and low beams actually use different bulb filaments. (I used to think they used the same one, and that it just moved up and down, but such is not the case; All parts of the headlight are stationary.) When you turn on your high beams, a second set of lights comes on. On some cars, both filaments are contained in the same bulb. On others, each uses a separate bulb. Either way, before anything else, check if the headlight works on either low or high beam, but not the other setting. If it works on only one, the bulb itself is indeed probably burnt out (one of the filaments has broken). If neither setting works, you *probably* have deeper problems than the bulb (as the likelihood of both filaments burning out at the same time is fairly low, unless you recently had a car accident, of course).
To change your bulb, you might think you have to take the glass cover off the front of the headlight to get at it. That's not the case. In actuality, you change your bulb from the back. This means you need to open the hood to do it.
Once you've got the hood open, look at the back of the headlight assembly. There should be a wire leading into it, with a big plug on the end. Unplug the wire (it usually just plugs in, without anything holding it in place). You should see a retaining ring around the back of the bulb. Unscrew the ring, and now the bulb should just pull straight out. Push the new bulb in, make sure it's nice and snug, and replace the retaining ring and plug. Check to make sure the new bulb works. You're done. (Although you may need to aim the new bulb to make sure it points straight at the road like it's supposed to.)